Softwares

PD-Sparse
Extreme Multiclass and Multilabel solver based on Dual Block-Coordinate Frank-Wolfe (Dual-BCFW) algorithm, which can solve problem of 104 ~ 106 classes/labels with single core in one day (published in ICML 2016).

MixingSDPSolve
A Boolean (0/1) Quadratic Programming solver employing the algorithm proposed in Mixing Method for solving large-scale SDP, which can handle problems of millions of variables.

ConvexExemplarClustering
A scalable solver for Exemplar Clustering via convex relaxation, which can scale to a million of samples with sparse or low-rank feature matrix. (published in AISTAT 2016).

IndexSVM
A scalable solver for Truncated-loss Linear SVM, where pre-built Nearest Neighbor index is used to search coordinates with large gradient. (published in KDD 2013)

RPGM
An educational-purpose tool for learning/inference of relational Bayesian Network / Markov Random Field. It has been used in a Probabilistic Graphical Model course to realize Hierchical HMM and Texture-Synthesis MRF through schema.